Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 93 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 88 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 89 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 14.23K | — |
| 3-year earnings growth | 18.42 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.